Filter your results
- 21
- 17
- 3
- 1
- 1
- 21
- 21
- 18
- 16
- 11
- 4
- 2
- 1
- 1
- 2
- 1
- 3
- 1
- 1
- 1
- 1
- 2
- 3
- 4
- 1
- 19
- 2
- 21
- 18
- 17
- 10
- 5
- 2
- 2
- 2
- 1
- 1
- 1
- 1
- 14
- 6
- 5
- 4
- 4
- 3
- 2
- 2
- 2
- 2
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
- 1
|
|
sorted by
|
|
A mathematical proof of the existence of trends in financial time seriesSystems Theory: Modelling, Analysis and Control, May 2009, Fes, Morocco. pp.43-62
Conference papers
inria-00352834v1
|
||
|
Delta Hedging in Financial Engineering: Towards a Model-Free Approach18th Mediterranean Conference on Control and Automation, MED'10, Jun 2010, Marrakech, Morocco. pp.CDROM
Conference papers
inria-00479824v1
|
||
|
Volatility made observable at last3èmes Journées Identification et Modélisation Expérimentale, JIME'2011, Apr 2011, Douai, France. pp.CDROM
Conference papers
hal-00562488v1
|
||
|
Systematic and multifactor risk models revisitedFirst Paris Financial Management Conference, Dec 2013, Paris, France. http://khuongnguyen.free.fr/PFMC-2013/Program_Papers.pdf
Conference papers
hal-00920175v1
|
||
|
Clustering Financial Time Series: How Long is Enough?Twenty-Fifth International Joint Conference on Artificial Intelligence, IJCAI 2016, Jul 2016, New York, United States
Conference papers
hal-01400395v1
|
||
|
Bullwhip effect attenuation in supply chain management via control-theoretic tools and short-term forecasts: A preliminary study with an application to perishable inventories6th International Conference on Control, Decision and Information Technologies, CoDIT 2019, Apr 2019, Paris, France. ⟨10.1109/CoDIT.2019.8820297⟩
Conference papers
hal-02050480v1
|
||
|
Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical FinanceIAR-ACD08 (23rd IAR Workshop on Advanced Control and Diagnosis), Nov 2008, Coventry, United Kingdom
Conference papers
inria-00338099v2
|
||
|
Towards a new viewpoint on causality for time seriesColloque Modélisation, Contrôle et Analyse des Systèmes en l'honneur du Professeur Abdelhaq EL JAI, Samira El Yacoubi, Larbi Afifi, El Hassan Zerrik and Abdessamad Tridane (Eds.), May 2014, Ifrane, Morocco. pp. 37-52
Conference papers
hal-00991942v3
|
||
|
Effective asymptotic analysis for financeInternational Journal of Theoretical and Applied Finance, 2020, 23 (2), ⟨10.1142/S0219024920500132⟩
Journal articles
hal-01573621v3
|
||
|
A model-free approach to delta hedging[Research Report] 2010
Reports
inria-00457222v1
|
||
|
Algebraic change-point detectionApplicable Algebra in Engineering, Communication and Computing, 2010, 21 (2), pp.131-143. ⟨10.1007/s00200-010-0119-z⟩
Journal articles
inria-00439226v1
|
||
|
Prediction bands for solar energy: New short-term time series forecasting techniquesSolar Energy, 2018, 166, pp.519-528. ⟨10.1016/j.solener.2018.03.049⟩
Journal articles
hal-01736518v1
|
||
|
Easily implementable time series forecasting techniques for resource provisioning in cloud computing6th International Conference on Control, Decision and Information Technologies, CoDIT 2019, Apr 2019, Paris, France. ⟨10.1109/codit.2019.8820396⟩
Conference papers
hal-02024835v3
|
||
|
Seasonalities and cycles in time series: A fresh look with computer experimentsParis Financial Management Conference, PFMC 2015, Dec 2015, Paris, France
Conference papers
hal-01208171v1
|
||
|
Analyse fréquentielle des dérivateurs algébriquesXXIIe Colloque GRETSI, Sep 2009, Dijon, France
Conference papers
inria-00394972v1
|
||
|
Solar energy production: Short-term forecasting and risk management8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016, Jun 2016, Troyes, France. ⟨10.1016/j.ifacol.2016.07.790⟩
Conference papers
hal-01272152v3
|
||
|
Towards new technical indicators for trading systems and risk management15th IFAC Symposium on System Identification, 2009, Saint-Malo, France. pp.1435-1440, ⟨10.3182/20090706-3-FR-2004.00239⟩
Conference papers
inria-00370168v4
|
||
|
Systematic risk analysis: first steps towards a new definition of betaCognitive Systems with Interactive Sensors, COGIS'09, SEE, Nov 2009, Paris, France
Conference papers
inria-00425077v1
|
||
|
Preliminary remarks on option pricing and dynamic hedging1st International Conference on Systems and Computer Science, Aug 2012, Villeneuve d'Ascq, France. pp.CDROM
Conference papers
hal-00705373v1
|
||
|
A-t-on vraiment besoin d'un modèle probabiliste en ingénierie financière ?Conférence Méditerranéenne sur l'Ingénierie Sûre des Systèmes Complexes, MISC 2011, May 2011, Agadir, Maroc
Conference papers
hal-00585152v2
|
||
|
On short-term traffic flow forecasting and its reliability8th IFAC Conference on Manufacturing Modelling, Management & Control, MIM 2016, Jun 2016, Troyes, France
Conference papers
hal-01275311v2
|